Random variable: A variable that takes on certain values in accordance

with specified probabilities.

Random event(E): failure of a component,

Random variable: Time to failure of the same component.

Event E occurs with some probability value where

Sample space: And .

Complementary event of E is EC

Hence
Mutually Exclusive - Occurrence of one precludes the
occurrence of the other.

A & B will be independent events when

when A & B are not independent the probability of their

intersection must be defined using conditional probability.
equation of joint probability
 Bayes’ Formula:

Bays’ Formula in generalization

Random variable: It can be Discrete or Continuous

The probability distribution that assigns a probability to each value of a discrete

random variable or assigns a probability to an interval of values of a continuous
random variable can be described in terms of a probability mass function (PMF), p(x)
in the discrete case and a probability density function (PDF), f(x) in the continuous
case.

For both continuous and discrete distribution, a cumulative distribution function (CDF),
F(x) is defined. Both of these functions are commonly used in probability and statistics,
and give a complete description of the probability distribution of a random variable.

The PMF or PDF describes the shape of the probability distribution., Whereas the CDF
provides a cumulative probability i.e.,
DISCRETE DISTRIBUTIONS

For any discrete distribution we will define

p(x) =Pr{X=x} to be its PMF.

F(x) = Pr {X ≤ x} = ∑p(x) is the CDF

Mean of the distribution

variance of the distribution

Useful discrete distribution in reliability are Binomial and Poisson

 BINOMIAL DISTRIBUTION.

Let X be the discrete random variable representing the no. of success in n independent
trials. p is a constant and represents the prob. of success in each trial.
X = 0, 1, 2, ………., n
The binomial PMF
Mean or expected value E (X) = np

Variance is Var(X) = np(1-p).

Example: Let X be the discrete random variable representing the no. of failed
components among five independent and identical components of which each
component has 1 chance in 100 of failing. Then X = 0, 1, ------, 5 and has a binomial
distribution with p = 0.01 and n = 5. Find the mean no. of failures, variance and
probability of exactly one failure.
 POISSON DISTRIBUTION

X is a discrete random variable representing the no. of random

occurrences (events) in a specified time; X = 0, 1, 2, … … …, the Poisson
PMF is

Where λ = E(X) is the mean no. of occurrences in a specified time and Var(X) = λ.

Example: Let X be the discrete random variable representing the no. of failures and
subsequent repairs of a restorable system over a one-year period. Assuming X has a
Poisson distribution with a mean of λ = 2 failures per year, calculate the prob. of not
more than one failure in a year.
 Bionomial

Mean = 5*0.01 = 0.05

Variance = 0.05 (0.99) = 0.0495

Pr {X=1} = 5C1 × (0.01)1 × (0.99)4

=5 × 0.01 × (.99)4 =0.048

Poisson
CONTINUOUS DISTRIBUTIONS

For a continuous random variable X, the PDF of X, is the function f(x), for any number
a and b, that satisfy the equation:

For a random variable X, the CDF is the function F(x), defined by:

Which in other words, means that the cumulative distribution function is the
probability that the value X ≤ x.
The relationship between the PDF and the CDF is that the
CDF is the cumulative values of the PDF, meaning that a
point on the CDF function curve, is the area under the
density function to the left of that point. Further, the PDF
is the derivative of the CDF, which provide the following
expression on the relationship between the PDF and the
CDF:
1. 0 ≤ F(x) ≤ 1
2. Pr{X ≤ x} = F(x) =
3. f(x) =

4. where μ is the mean or expected value of the random variable X.

5. where σ2 is the variance of the distribution

6. If where the Xi are independent random variables having means µi and variances and ai are

constants, then
The reliability Function

Reliability is defined as the probability that a component or system will function over
some time period t. To express the relationship mathematically, we define the
continuous random variable T to be the Time to Failure (TTF) of the component or
system and T ≥ 0.

Then reliability can be expressed as

If we define F(t), the probability that a failure occurs before time t,

When t is t, Reliability is R(t) and when t is ∞, reliability is 0, then
Reliability function Cumulative distribution function Probability density function

 Reliability function, R(t)

 Cumulative distribution function (CDF), F(t)
 Probability density function (PDF), f(t)
 Hazard rate function, λ(t)
PDF describes the shape of the failure distribution and it has the
following properties.

For a given PDF,

Example: Given the following PDF for the random variable T, the time (in
operating hours) to failure of a compressor, give the expression for
reliability function and cumulative failure distribution function. What is its
reliability for a 100-hr operating life?
Solution:
Various summary measures of failure distribution used in reliability
analysis

Using integration by parts we get,

The median may be preferred to mean when the distribution is highly skewed.

Mode: most likely observed time is

For a small fixed interval of time centered around the mode, the probability of failure
will generally be greater than for an interval of the same size located elsewhere within
the distribution.
Variance of time to failure

MTTF alone cannot uniquely characterize a failure distribution. One measure that is
often used to further describe a failure distribution is its variance σ2, defined by

It is a measure of the spread, or dispersion, of the failure times about the mean. The
variance can also be written as

It is computationally simpler than the above one. The standard deviation is easier to
interpret than the variance as it is measure in the same time units as random variable (T)
Example: Consider the probability density function

When t is in hours. Calculate the MTTF, median time to failure and mode.
Solution:

Median time tmed

Function f(t) is monotonically decreasing and positive. Therefore, its maximum value
occurs at t = 0 and tmod = 0.
Hazard Rate Function

A hazard is a source of potential damage, harm or adverse effects on something or

someone. Harm is the physical injury or damage to health. A potential source of harm to
a worker is hazard.

Failure rate or hazard rate function, is often used in reliability. It provides an

instantaneous (at time t) rate of failure.

And the conditional probability of failure in the time interval from t to (t+∆t) given the
system has survived to time t is
Then is the conditional probability of failure per unit of time
[failure rate, λ(t)]. Set,

Then λ(t) is known as the instantaneous hazard rate or failure rate

function. Failure rate in some cases may be characterized as
increasing (IFR), decreasing (DFR) or constant (CFR) when λ(t) is an
increasing, decreasing or constant function.
A particular hazard rate function will uniquely determine a reliability function.

Integrating,
Average Failure Rate

The cumulative failure rate over a period of time t is defined by

A related and useful concept is the average failure rate defined between two times t1 and
t2.

Example: A component has a reliability function given by where a is a parameter of the

distribution representing the components maximum life. Calculate MTTF, tmed and AFR up
to the MTTF of the component.
Bathtub Curve: An important form of hazard rate function is commonly
referred to as the bathtub curve because of its shape. Systems having this
hazard rate function experience decreasing failure rate (DFR) early in their
life cycle (infant mortality), followed by a nearly constant failure rate (CFR)
(useful life), followed by an increasing failure rate (IFR) (wear out).
Stage/ Characterized Caused by Reduced by
period by
Burn-in DFR Manufacturing defects: Burn-in testing,
welding flaws, cracks, screening, quality
defective parts, poor quality control, acceptance
control, contamination, poor testing.
workmanship
Useful life CFR Environment, random loads, Redundancy, excess
human error, act of God, strength.
chance event
Wear-out IFR Fatigue, corrosion, aging, Derating, preventive
friction, cyclical loading. maintenance, parts
replacement,
Technology
Conditional Reliability
Conditional probability is useful in describing the reliability of a component or
system following a burn-in period T0 or after a warranty period T0. We define
conditional reliability of a system given that it has operated for time T0.

 
Example: The failure rate function λ(t) of a system component is DFR
and is given by when t is in years. Find the designed life of the
component for a reliability value of 0.9. what improvement in design
life will be if the manufacturer provides ½ year burn-in warranty?
 When T0 = 0.5 years, then

4.7 years increase in design life.

Constant failure rate model
A failure distribution that has a constant failure rate is an exponential
probability distribution.
Exponential Reliability Function
The CFR model is developed by assuming that λ(t) = λ, t ≥ 0, λ > 0
And the standard deviation is . This is an interesting
result since it implies that the variability of failure
time increases as the reliability (MTTF) increases.

Designed life(tR) for a given reliability value R is

When R = 0.5, the median of the distribution

Memorylessness
A well-known characteristic of the CFR model, one not shared by other failure distribution, is
its lack of memory. That is, the TTF of a component is not dependent on how long the
component has been operating. There is no aging or wear-out effect. The probability that the
component will operate for the next 1000 hours is the same regardless of whether the
component is brand new, has been operating for several hundred hours, or has been
operating for several thousand hours. This property is consistent with the completely random
and independent nature of the failure process. For example, when external random
environmental stresses are the primary cause of failure, the failure or operating history of the
component will not be relevant.
This property can be demonstrated mathematically using conditional reliability.

In other words, a burn-in period T0 has no subsequent effect on reliability and will not
improve the component’s reliability. TTF depends only on the length of the observed
operating time (t) and not on its current age (T0).